I agree with penswriter. You should go see your doctor and let them know what happened. If you are/were pregnant, I have a suspicion that you aren't anymore just because of the way you describe your "period." If anything, it sounds to me like there may be a possibility that you had an early miscarriage. If they do a blood pregnancy test, they may still detect the hcg in your blood, however, it can drop back down to a negative level very quickly. So, there is no for sure way to tell if you just had a wacky period this month or an early loss.
I would also agree with RainLos27 in that you should be using some method of birth control if you are not currently trying to get pregnant. Best of luck in whatever outcome you desire.
If you are not TTC or have a baby I would suggest you to get on some type of birthcontrol. Or are you TTC? You are right about bleeding during pregnancy, I would say go to see a doc and see what happens. Have them run a blood prego test. If negitive, then they may want to know why you are having alot of clotting and heavyness
make an appointment with an ob/gyn for an exam. explain what happened and see if they'll do a blood test. those are more sensitive than urine tests.
good luck.